Controllability of linear stochastic systems in Hilbert spaces

被引:115
|
作者
Mahmudov, NI [1 ]
机构
[1] Eastern Mediterranean Univ, Dept Math, Mersin 10, Turkey
关键词
controllability; stochastic controllability; linear system;
D O I
10.1006/jmaa.2000.7386
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The classical theory of controllability for deterministic systems is extended to linear stochastic systems defined on infinite-dimensional Hilbert spaces. Three types of stochastic controllability are studied: approximate, complete, and S-controllability. Tests for complete, approximate, and S-controllabilities are proved and the relation between the controllability of linear stochastic systems and the controllability of the corresponding deterministic Systems is studied. (C) 2001 Academic Press.
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页码:64 / 82
页数:19
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